I had trouble with DPNs on my very first stocking project. I'd always used circulars before so the entire concept was alien to me. I knit socks all the time (always have some OTN) and have grown used to them. I do Magic Loop as well, but for pure, unadulterated losing-yourself-in-knitting, I stick with the DPNs.

My personal theory is to make sure you have long enough needles if you're not going to do Magic Loop.